This study tests the new Valulytics Equal Weighted Community Bank Index (the Valulyics Index) against the five Fisher tests and the three Lo tests of a valid index. Then, we compare the index with the five best known U. S. bank indexes exploring the effect of market capitalization weighting...

Examines differences and determinants of errors in economic forecasting for foreign companies. Magnitude of forecast errors across 15 countries; Comparison of errors cross-sectionally and across time; Influence of firm size, forecast dispersion, industry and time period; Implications to financial...